I assume you're not running Windows, otherwise you would be using SCC to interact with P4v, correct? To configure the connection to Perforce, do the following:
1) Select Tools > Version Control > Setup.
2) Put a check in "Command line systems" and pick "Perforce" from the list.
I believe you have already done those steps.
3) Click "OK".
4) Select Tools > Version Control > Perforce Login, or something very similar. I'm on Windows right now and can only test this flow with a non-SCC system like CVS, so I see "CVS Login". This should bring up a dialog to configure the access to the Perforce server.
Perhaps we need to add a button to the "Version Control Setup" dialog to bring up that dialog. Let me know if this helps.
--Scott